********************************************************************************************
* Not so Harmless After All: The Fixed-Effects Model 
* Political Analysis
* Thomas Pluemper and Vera E. Troeger
*
* Replication files:
*
* tables 1,2, 3a,3b,4a,4b, 
* online appendix, tables A1 - A9
*
*****************************************************************************************************************
***********************************************************************************************************************
*generate figures and tables*
***********************************************************************************************************************
use results_mc_absbias_pa_final.dta, replace
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table 1: overall bias
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
tabstat bias*, stats(mean min max) save
tabstatmat A
matrix TAB=A'
xml_tab TAB, replace save(bias_overall.xls)
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* experiment 1: correlated within variance in DGP
***********************************************************************************************************************
***********************************************************************************************************************
* table 2
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
***********************************************************************************************************************
* experiment 2a: common trend in DGP
***********************************************************************************************************************
* Table 3a
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
***********************************************************************************************************************
* experiment 2b: unit specific trend in DGP
***********************************************************************************************************************
* table 3b
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
***********************************************************************************************************************
* experiment 3a: x one period lagged in DGP
***********************************************************************************************************************
* table 4a
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
***********************************************************************************************************************
* experiment 3b: unitspecific lag in x in DGP
***********************************************************************************************************************
* table 4b
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
***********************************************************************************************************************
* table A1
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A2
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_nd T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_nd0.pdf, replace
twoway (area hm95_nd T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_nd2.pdf, replace
twoway (area hm95_nd T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_ols T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_nd5.pdf, replace

twoway (area hm95_ldv T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv0x.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv2x.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldv T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldv T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_ab T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv5x.pdf, replace

twoway (area hm95_pw T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_pw0.pdf, replace
twoway (area hm95_pw T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_pw2.pdf, replace
twoway (area hm95_pw T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_pw T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_fepw T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_pw5.pdf, replace

twoway (area hm95_yfe T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_yfe0.pdf, replace
twoway (area hm95_yfe T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_yfe2.pdf, replace
twoway (area hm95_yfe T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line bias_olsyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line bias_feyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_yfe5.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe0x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe2x.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasx_olsldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)) (line bias_abyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dot)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe5x.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1))  (line biaslx_olsadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl0xlx.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl2xlx.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biaslx_olsadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(solid) yaxis(2)) (line biaslx_feadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(gs7) lwidth(medthick) lpattern(dash)) (line biasx_olsadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasx_feadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl5xlx.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A3
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_ldv T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==2 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==2 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw2_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A4
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
twoway (area hm95_ldv T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==5 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==5 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw5_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A5
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_ldv T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==8 & exp==1, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==8 & exp==1, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export corrxw8_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A6
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==2, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==0 & exp==2, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ct_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A7
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==3, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==0 & exp==3, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export ust_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A8
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************

twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.4, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==4, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==0 & exp==4, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export lx_adl5y.pdf, replace

**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
* table A9
***********************************************************************************************************************
**************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************************
twoway (area hm95_ldv T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv0y.pdf, replace
twoway (area hm95_ldv T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv2y.pdf, replace
twoway (area hm95_ldv T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldv T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldv T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldv5y.pdf, replace

twoway (area hm95_ldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe0y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe2y.pdf, replace
twoway (area hm95_ldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feldvyfe T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1.2, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_ldvyfe5y.pdf, replace

twoway (area hm95_adl T if corrxu==0 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==0 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl0y.pdf, replace
twoway (area hm95_adl T if corrxu==2 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==2 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl2y.pdf, replace
twoway (area hm95_adl T if corrxu==5 & corrxw==0 & exp==5, sort fcolor(gs14) lcolor(gs14) lwidth(medthick) lpattern(solid) yaxis(1)) (line biasy_olsadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(solid) yaxis(2)) (line biasy_feadl T if corrxu==5 & corrxw==0 & exp==5, sort lcolor(black) lwidth(medthick) lpattern(dash)), ytitle(bias, axis(2)) ytitle(prob rejecting H0, axis(1)) ylabel(0(0.1)1, axis(1)) ylabel(0(0.1)1, axis(2)) xtitle(T) legend(off) scheme(s2mono) graphregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white)) plotregion(fcolor(white) lcolor(white) ifcolor(white) ilcolor(white) margin(zero)) graphregion(margin(zero))
graph export uslx_adl5y.pdf, replace


